Research output per year
Research output per year
Search results
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2025
A note on closed-form spread option valuation under log-normal models
Abudurexiti, N., He, K., Hu, D. & Sayit, H., 2025, In: Quantitative Finance. 25, 1, p. 143-160 18 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Applying the Defense-in-Depth Model to Strengthen Information Security with Artificial Intelligence in Computer Networks of the Financial Services Sector
Karn, A. L., 12 Feb 2025, (Submitted) In: Nature SR.Research output: Contribution to journal › Article › peer-review
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BC-PMJRS: A Brain Computing-inspired Predefined Multimodal Joint Representation Spaces for enhanced cross-modal learning
Qin, J., Liu, F. & Zong, L., 2025, In: Neural Networks. 107449Research output: Contribution to journal › Article › peer-review
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Business Intelligence Adoption for Chinese Banks: The Impact on Firm Performance
Yang, D., Xun, J. & Hong, Y., 27 Apr 2025, (E-pub ahead of print) 2025 International Conference on Resource Sustainability - Responsible Innovation Management in the Digital Era (icRS RIDE 2025).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
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Comparison Among Modified Continual Reassessment Methods with Different Dose Allocation Methods for Phase I Clinical Trials
Xiao, J., Zhang, W., Li, R. & Wen, C., Mar 2025, In: Mathematics. 13, 5, 863.Research output: Contribution to journal › Article › peer-review
Open Access -
Convertible bond issuance and liquidity of small-cap listed companies
Wen, C., Jiang, R. & Lin, X., Jun 2025, In: Finance Research Letters. 79, 107297.Research output: Contribution to journal › Article › peer-review
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Decoding ESG Report Narratives: Unveiling Sustainable Supply Chain Insights and Impacts Through Textual Analysis
Wang, Y., Peng, Y. & Yang, C., Mar 2025, In: Corporate Social Responsibility and Environmental Management. 32, 2, p. 2559-2581 23 p.Research output: Contribution to journal › Article › peer-review
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Does Ownership Structure Influence the Financial Performance of Chinese Listed Companies? An Analysis of ESG Practices and Accounting-Based Outcomes
Zhu, J. & Li, R., 26 Mar 2025, In: International Journal of Financial Studies. 13(2), 48Research output: Contribution to journal › Article › peer-review
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Exponential utility maximization in small/large financial markets
Rásonyi, M. & Sayit, H., Mar 2025, In: Modern Stochastics: Theory and Applications. 12, 2, p. 225-250 26 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Net Reserve Calculation for Whole Life Insurance under Mean-reverting Stochastic Interest Rate Models
Lyu, H. & Yang, H., 6 Jan 2025, (Accepted/In press) In: Asia-Pacific Journal of Risk and Insurance. 24 p.Research output: Contribution to journal › Article › peer-review
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On the dynamics of treasury bond yields: From term structure modelling to economic scenario generation
Hong, Y., Xu, M. & Wen, C., 2025, (Accepted/In press) In: British Accounting Review. 101542.Research output: Contribution to journal › Article › peer-review
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Quantify the edge effect of HPGR mills with DEM modelling
Liu, D., 5 Mar 2025, In: Particuology. 99, p. 60 68 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Relaxed Indexability and Index Policy for Partially Observable Restless Bandits
Liu, K., 16 Apr 2025, In: Management Science.Research output: Contribution to journal › Article › peer-review
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Robust Non-Stationary Blind Super-Resolution with Corrupted Measurements via Convex Demixing
Yang, D., 17 Apr 2025, (Accepted/In press).Research output: Contribution to conference › Paper › peer-review
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Solving high dimensional FBSDE with deep signature techniques with application to nonlinear options pricing
Sun, H. & Bao, F., 2025, In: Discrete and Continuous Dynamical Systems - Series B. Volume 30, Issue 4Research output: Contribution to journal › Article › peer-review
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Spatio-temporal modelling of extreme low birth rates in U.S. counties
Wang, K., Zhang, Y., Bai, L., Chen, Y. & Ling, C., 6 Feb 2025, In: BMC Public Health.Research output: Contribution to journal › Article › peer-review
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Studies of Issues on Hybrid Neural Networks for Pricing Financial Options
Liu, D., Mar 2025, In: Artificial Intelligence and Applications. Vol. 00, p. 1 9 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Subgroup learning for multiple mixed-type outcomes with block-structured covariates
Zhao, X., Tang, L., Zhang, W. & Zhou, L., 2025, (E-pub ahead of print) In: Computational Statistics & Data Analysis. 204, 108105Research output: Contribution to journal › Article › peer-review
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Subgroup learning for multiple mixed-type outcomes with block-structured covariates
Zhao, X., Tang, L., Zhang, W. & Zhou, L., Apr 2025, In: Computational Statistics and Data Analysis. 204, 108105.Research output: Contribution to journal › Article › peer-review
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Textual Analysis of Insurance Claims with Large Language Models
Li, D., Jin, Z., Qian, L. & Yang, H., 5 Mar 2025, (Accepted/In press) In: Journal of Risk and Insurance. 31 p.Research output: Contribution to journal › Article › peer-review
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The Influence of Direct Market Access on Profit Margins, Supply Chain Efficiency, and Economic Resilience for Small-Scale Dairy Farmers of Asian Country
Ali, H. M., Deivasigamani, A., Karn, A. L., Beluguru, V., Kabaleeswaran, K. K., Satyanarayana, R. & Sengan, S., Mar 2025, In: Research on World Agricultural Economy. 6, 1, 1530.Research output: Contribution to journal › Article › peer-review
Open Access -
The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns
Zhang, H., Shi, Y., Han, D., Liu, J. & Xu, Y., 27 Mar 2025, In: Journal of Futures Markets.Research output: Contribution to journal › Article › peer-review
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基于机器学习模型改进的蒙特卡洛模拟模型债务定价系统V1.0
Zhu, J. & Li, R., 14 Mar 2025, Patent No. 2025SR0450976Research output: Patent
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2024
Analyzing the multi-state system under a run shock model
Ozkut, M., Kan, C. & Franko, C., 2024, (Accepted/In press) In: Probability in the Engineering and Informational Sciences.Research output: Contribution to journal › Article › peer-review
Open Access -
Analyzing wind turbine and wind farm outputs under dependence between wind speed and wind turbine availability
Kan, C., 1 Dec 2024, In: Journal of Computational and Applied Mathematics. 451, 116078.Research output: Contribution to journal › Article › peer-review
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A new function for drug combination dose finding trials
Xiao, J. & Zhang, W., Dec 2024, In: Scientific Reports. 14, 1, 3483.Research output: Contribution to journal › Article › peer-review
Open Access -
An Exploration of Retail Consumer Behaviour in the Metaverse within the Context of Technological Innovation
Ma, C., Xun, J., Ye, Z. & Hong, Y., Nov 2024, (Accepted/In press).Research output: Contribution to conference › Paper › peer-review
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Asymptotic capital allocation based on the higher moment risk measure
Chen, Y. & Liu, J., Aug 2024, In: European Actuarial Journal. 14, 2, p. 657-684 28 p.Research output: Contribution to journal › Article › peer-review
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Asymptotics for the conditional higher moment coherent risk measure with weak contagion
Liu, J. & Yi, Q., 2024, (Accepted/In press) In: ASTIN Bulletin. 55, 1, p. 121-143 23 p.Research output: Contribution to journal › Article › peer-review
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Asymptotics of the Loss Based Tail Risk Measures in the presence of Extreme risks
Liu, J. & Shushi, T., Apr 2024, In: European Actuarial Journal. 14, 1, p. 205-224 20 p.Research output: Contribution to journal › Article › peer-review
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Bankruptcy Forecasting – Market Information with Ensemble Model
Cao, Y., Luo, Y., Wei, P., Zhai, J. & Shi, S., 26 Nov 2024, (Accepted/In press) In: British Accounting Review.Research output: Contribution to journal › Article › peer-review
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Bayesian inference for Laplace distribution based on complete and censored samples with illustrations
Sun, W., Zhu, X., Zhang, Z. & Balakrishnan, N., 2024, (Accepted/In press) In: Journal of Applied Statistics. 52, 4, p. 914-935 22 p.Research output: Contribution to journal › Article › peer-review
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Closed-form approximations for basket option pricing under normal tempered stable Lévy model
Hu, D., Sayit, H., Yao, J. & Zhong, Q., Sept 2024, In: North American Journal of Economics and Finance. 74, 102233.Research output: Contribution to journal › Article › peer-review
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Commodity tail risk and equity risk premia
Lu, Z., Jiang, Y. & Liu, X., 16 Oct 2024, (Accepted/In press) In: Journal of Financial Research. 58 p.Research output: Contribution to journal › Article › peer-review
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Commodity tail risk and equity risk premia
Lu, Z., Jiang, Y. & Liu, X., 2024, (Accepted/In press) In: Journal of Financial Research.Research output: Contribution to journal › Article › peer-review
Open Access -
Convergence Analysis for an Online Data-Driven Feedback Control Algorithm
Sun, H., Liang, S., Bao, F. & Archibald, R., 2024, In: MDPI Mathematics. 12, 16Research output: Contribution to journal › Article › peer-review
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Corrigendum to “ICACIA: An Intelligent Context-Aware framework for COBOT in defense industry using ontological and deep learning models” [Robotics and Autonomous Systems Volume 157, November 2022, 104234] (Robotics and Autonomous Systems (2022) 157, (S0921889022001361), (10.1016/j.robot.2022.104234))
Karn, A. L., Sengan, S., Kotecha, K., Pustokhina, I. V., Pustokhin, D. A., Subramaniyaswamy, V. & Buddhi, D., Aug 2024, In: Robotics and Autonomous Systems. 178, 104726.Research output: Contribution to journal › Comment/debate
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Cross-Sectional Variation of Risk-targeting Option Portfolios
Wu, L. & Xu, Y., 2024, FMA 2024 conference on derivatives & volatility; 13th International Conference on Futures and Derivatives; IFABS 2024 Shanghai Conference.Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
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Design of Fixed Asset Management Information System for University
Karn, A. L., 20 Dec 2024, (Accepted/In press).Research output: Contribution to conference › Paper › peer-review
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Determinants of Chinese Exports of Metal Manufactures and Discussion on Export Potential During Pandemic: Based on Trade Gravity Model
Jin, C. & Kan, C., 2 Sept 2024, In: Chinese Economy. 57, 5, p. 359-378 20 p.Research output: Contribution to journal › Article › peer-review
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Development and external validation of a novel modality for rapid recognition of aortic dissection based on peripheral pulse oximetry waveforms
Luo, J., Zhang, Y., Niu, Y., Luo, M., Sun, F., Tu, G., Chen, Z., Zhou, S., Gu, G., Cheng, X., Zhao, Y., Zhou, W. & Luo, Z., 20 Aug 2024, In: Medical Physics. n/a, n/a, 1 p.Research output: Contribution to journal › Article › peer-review
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Dietary N-6 Polyunsaturated Fatty Acid Intake and Brain Health in Middle-Aged and Elderly Adults
Gu, J., Bao, Y., Li, Y., Hua, L., Deng, X., Zhang, Y., Zhu, X. & Ran, J., Dec 2024, In: Nutrients. 16, 24, 4272.Research output: Contribution to journal › Article › peer-review
Open Access -
Diversification's effect and manager experience on investment efficiency
Hsiao, H-F., Tang, J. & Wen, C., Mar 2024, In: Economic Analysis and Policy. 81, p. 890-900 11 p.Research output: Contribution to journal › Article › peer-review
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Empirical Study on Option Pricing under Markov Regime Switching Economics
Liu, D., Feb 2024, In: Ann. Appl. Math.. 40, p. 21-42Research output: Contribution to journal › Article › peer-review
Open Access -
Equilibrium condition-based optimization models for network-wide travel time estimation using limited observed data
Cao, S., Lam, W. H. K., Liu, K., Shao, H., Tam, M. L. & Wu, T., 31 Jan 2024, In: Transportmetrica A: Transport Science. 2304033.Research output: Contribution to journal › Article › peer-review
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Exact likelihood inference for Laplace distribution based on generalized hybrid censored samples
Zhu, X. & Balakrishnan, N., 2024, In: Communications in Statistics: Simulation and Computation. 53, 1, p. 259-272 14 p.Research output: Contribution to journal › Article › peer-review
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Exploring Inner-Speech Recognition via Cross-Perception approach in EEG and fMRI
Qin, J., Zong, L. & Liu, F., 31 Aug 2024, In: Applied Sciences (Switzerland).Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
Extreme Behavior of Competing Risks with Random Sample Size
Bai, L., Hu, K., Wen, C., Tan, Z. & Ling, C., 21 Aug 2024, In: Axioms. 13, 08Research output: Contribution to journal › Article › peer-review
Open Access -
Financial uncertainty and stock market volatility
Jiang, Y., Liu, X. & Lu, Z., 2024, In: European Financial Management. 30, 3, p. 1618-1667Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model
Zhang, Z., Sen, P., Wang, Z., Sun, R., Jiang, Z. & Su, J., Mar 2024, Proceedings of the 18th Conference of the European Chapter of the Association for Computational Linguistics . Graham, Y., Purver, M. & Purver, M. (eds.). Vol. Volume 1: Long Papers. p. 246-257 12 p. (EACL 2024 - 18th Conference of the European Chapter of the Association for Computational Linguistics, Proceedings of the Conference; vol. 1).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
1 Citation (Scopus)
